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Hainaut, Donatien

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Author ID: hainaut.donatien Recent zbMATH articles by "Hainaut, Donatien"
Published as: Hainaut, Donatien
Documents Indexed: 33 Publications since 2006, including 3 Books

Publications by Year

Citations contained in zbMATH

19 Publications have been cited 102 times in 90 Documents Cited by Year
Mortality modelling with Lévy processes. Zbl 1141.91516
Hainaut, Donatien; Devolder, Pierre
16
2008
A model for interest rates with clustering effects. Zbl 1400.91630
Hainaut, Donatien
12
2016
Management of a pension fund under mortality and financial risks. Zbl 1119.91053
Hainaut, Donatien; Devolder, Pierre
11
2007
Multidimensional Lee-Carter model with switching mortality processes. Zbl 1235.91091
Hainaut, Donatien
9
2012
Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality. Zbl 1402.91197
Hainaut, Donatien; Deelstra, Griselda
8
2014
Impact of volatility clustering on equity indexed annuities. Zbl 1371.91090
Hainaut, Donatien
6
2016
Impulse control of pension fund contributions, in a regime switching economy. Zbl 1339.91141
Hainaut, Donatien
6
2014
Strategic asset allocation with switching dependence. Zbl 1298.91138
Hainaut, Donatien; MacGilchrist, Renaud
6
2012
Dynamic asset allocation under VaR constraint with stochastic interest rates. Zbl 1183.91165
Hainaut, Donatien
6
2009
Life annuitization why and how much? Zbl 1162.91414
Hainaut, Donatien; Devolder, Pierre
5
2006
A switching self-exciting jump diffusion process for stock prices. Zbl 1417.91502
Hainaut, Donatien; Moraux, Franck
3
2019
Default probabilities of a holding company, with complete and partial information. Zbl 1319.91150
Hainaut, Donatien; Deelstra, Griselda
3
2014
An intensity model for credit risk with switching Lévy processes. Zbl 1402.91846
Hainaut, Donatien; Le Courtois, Olivier
3
2014
A neural-network analyzer for mortality forecast. Zbl 1390.91186
Hainaut, Donatien
2
2018
Clustered Lévy processes and their financial applications. Zbl 1358.60062
Hainaut, Donatien
2
2017
A self-exciting switching jump diffusion: properties, calibration and hitting time. Zbl 1420.91462
Hainaut, Donatien; Deelstra, Griselda
1
2019
Effective statistical learning methods for actuaries I. GLMs and extensions. Zbl 1426.62003
Denuit, Michel; Hainaut, Donatien; Trufin, Julien
1
2019
A self-organizing predictive map for non-life insurance. Zbl 1422.91352
Hainaut, Donatien
1
2019
The annuity puzzle revisited: a deterministic version of Lagrangian methods. Zbl 1356.91058
Devolder, Pierre; Hainaut, Donatien
1
2006
A switching self-exciting jump diffusion process for stock prices. Zbl 1417.91502
Hainaut, Donatien; Moraux, Franck
3
2019
A self-exciting switching jump diffusion: properties, calibration and hitting time. Zbl 1420.91462
Hainaut, Donatien; Deelstra, Griselda
1
2019
Effective statistical learning methods for actuaries I. GLMs and extensions. Zbl 1426.62003
Denuit, Michel; Hainaut, Donatien; Trufin, Julien
1
2019
A self-organizing predictive map for non-life insurance. Zbl 1422.91352
Hainaut, Donatien
1
2019
A neural-network analyzer for mortality forecast. Zbl 1390.91186
Hainaut, Donatien
2
2018
Clustered Lévy processes and their financial applications. Zbl 1358.60062
Hainaut, Donatien
2
2017
A model for interest rates with clustering effects. Zbl 1400.91630
Hainaut, Donatien
12
2016
Impact of volatility clustering on equity indexed annuities. Zbl 1371.91090
Hainaut, Donatien
6
2016
Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality. Zbl 1402.91197
Hainaut, Donatien; Deelstra, Griselda
8
2014
Impulse control of pension fund contributions, in a regime switching economy. Zbl 1339.91141
Hainaut, Donatien
6
2014
Default probabilities of a holding company, with complete and partial information. Zbl 1319.91150
Hainaut, Donatien; Deelstra, Griselda
3
2014
An intensity model for credit risk with switching Lévy processes. Zbl 1402.91846
Hainaut, Donatien; Le Courtois, Olivier
3
2014
Multidimensional Lee-Carter model with switching mortality processes. Zbl 1235.91091
Hainaut, Donatien
9
2012
Strategic asset allocation with switching dependence. Zbl 1298.91138
Hainaut, Donatien; MacGilchrist, Renaud
6
2012
Dynamic asset allocation under VaR constraint with stochastic interest rates. Zbl 1183.91165
Hainaut, Donatien
6
2009
Mortality modelling with Lévy processes. Zbl 1141.91516
Hainaut, Donatien; Devolder, Pierre
16
2008
Management of a pension fund under mortality and financial risks. Zbl 1119.91053
Hainaut, Donatien; Devolder, Pierre
11
2007
Life annuitization why and how much? Zbl 1162.91414
Hainaut, Donatien; Devolder, Pierre
5
2006
The annuity puzzle revisited: a deterministic version of Lagrangian methods. Zbl 1356.91058
Devolder, Pierre; Hainaut, Donatien
1
2006
all top 5

Cited by 161 Authors

18 Hainaut, Donatien
4 Yao, Haixiang
3 Blake, David
3 Deelstra, Griselda
3 Shen, Yang
3 Wang, Chou-Wen
2 Bernis, Guillaume
2 Dadashi, Hassan
2 Devolder, Pierre
2 Donnelly, Catherine
2 Huang, Hong-Chih
2 Josa-Fombellida, Ricardo
2 Lai, Yongzeng
2 le Courtois, Olivier
2 Li, Johnny Siu-Hang
2 Li, Zhongfei
2 Loisel, Stéphane
2 MacMinn, Richard D.
2 Qian, Linyi
2 Rincón-Zapatero, Juan Pablo
2 Scotti, Simone
2 Sherris, Michael
2 Tsai, Jeffrey Tzuhao
2 Tzeng, Larry Yu-Ren
2 Wang, Rongming
2 Yang, Sharon S.
1 Aase, Knut Kristian
1 Ahmadi, Seyed Saeed
1 Angelini, Flavio
1 Antonio, Katrien
1 Bao, Jiayong
1 Barbarin, Jérome
1 Bernhardt, Thomas
1 Bonneuil, Noël
1 Bonnin, François
1 Börger, Matthias
1 Boucekkine, Raouf
1 Brignone, Riccardo
1 Buccioli, Alice
1 Buckley, Winston S.
1 Cairns, Andrew J. G.
1 Chen, Bingzheng
1 Chen, Hua
1 Chen, Ping
1 Cheng, Hung-Wen
1 Cummins, J. David
1 Dassios, Angelos
1 De Angelis, Tiziano
1 Denuit, Michel M.
1 Dhaene, Jan
1 Dias, José G.
1 Doan, Bao Quoc
1 Dowd, Kevin
1 El Karoui, Nicole
1 Feng, Runhuan
1 Gaillardetz, Patrice
1 Gao, Guangyuan
1 Gao, Jianwei
1 Gauchon, Romain
1 Goutte, Stéphane
1 Gu, Mengdi
1 Guillen, Montserrat
1 Gupta, Varun
1 Habib, Firdose
1 Hanbali, Hamza
1 Hardy, Mary R.
1 Herzel, Stefano
1 Huang, Huaxiong
1 Huang, Yao Tung
1 Huang, Yu-Lieh
1 Jian, Minjie
1 Jing, Xiaochen
1 Juillard, Marc
1 Kim, Bara
1 Kim, Jerim
1 Kokholm, Thomas
1 Korn, Ralf
1 Kwok, Yue-Kuen
1 Lee, Yung-Tsung
1 Li, Duan
1 Li, Jackie Ji
1 Li, Ming
1 Li, Qicai
1 Li, Xun
1 Liang, Zhibing
1 Liang, Zongxia
1 Lin, Tzuling
1 Lin, Xiaojing
1 Linders, Daniël
1 Liu, Yanxin
1 López-Casado, Paula
1 Luciano, Elisa
1 Ma, Ming
1 Ma, Qinghua
1 Maurer, Raimond H.
1 Mauskopf, A.
1 Melnyk, Yaroslav
1 Menoncin, Francesco
1 Milevsky, Moshe Arye
1 Mitchell, Olivia S.
...and 61 more Authors

Citations by Year